Indo Acidatama (Indonesia) Market Value
| SRSN Stock | IDR 50.00 0.00 0.00% |
| Symbol | Indo |
Indo Acidatama 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Indo Acidatama's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Indo Acidatama.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Indo Acidatama on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Indo Acidatama Tbk or generate 0.0% return on investment in Indo Acidatama over 90 days. Indo Acidatama is related to or competes with PT Sreeya, Trias Sentosa, Slj Global, Suparma Tbk, and Tirta Mahakam. PT Indo Acidatama Tbk produces and sells basic and agro chemicals primarily in Indonesia More
Indo Acidatama Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Indo Acidatama's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Indo Acidatama Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2868 | |||
| Maximum Drawdown | 3.96 |
Indo Acidatama Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indo Acidatama's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indo Acidatama's standard deviation. In reality, there are many statistical measures that can use Indo Acidatama historical prices to predict the future Indo Acidatama's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0341 | |||
| Treynor Ratio | (0.66) |
Indo Acidatama Tbk Backtested Returns
We have found sixteen technical indicators for Indo Acidatama Tbk, which you can use to evaluate the volatility of the firm. Please check out Indo Acidatama's Market Risk Adjusted Performance of (0.65), standard deviation of 0.3474, and Risk Adjusted Performance of (0.01) to validate if the risk estimate we provide is consistent with the expected return of 0.0%. The company retains a Market Volatility (i.e., Beta) of 0.0142, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Indo Acidatama's returns are expected to increase less than the market. However, during the bear market, the loss of holding Indo Acidatama is expected to be smaller as well. Indo Acidatama Tbk right now retains a risk of 0.0%. Please check out Indo Acidatama information ratio, maximum drawdown, and the relationship between the variance and treynor ratio , to decide if Indo Acidatama will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Indo Acidatama Tbk has no correlation between past and present. Overlapping area represents the amount of predictability between Indo Acidatama time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Indo Acidatama Tbk price movement. The serial correlation of 0.0 indicates that just 0.0% of current Indo Acidatama price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Indo Acidatama Tbk lagged returns against current returns
Autocorrelation, which is Indo Acidatama stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Indo Acidatama's stock expected returns. We can calculate the autocorrelation of Indo Acidatama returns to help us make a trade decision. For example, suppose you find that Indo Acidatama has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Indo Acidatama regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Indo Acidatama stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indo Acidatama stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indo Acidatama stock over time.
Current vs Lagged Prices |
| Timeline |
Indo Acidatama Lagged Returns
When evaluating Indo Acidatama's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Indo Acidatama stock have on its future price. Indo Acidatama autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Indo Acidatama autocorrelation shows the relationship between Indo Acidatama stock current value and its past values and can show if there is a momentum factor associated with investing in Indo Acidatama Tbk.
Regressed Prices |
| Timeline |
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Indo Acidatama financial ratios help investors to determine whether Indo Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Indo with respect to the benefits of owning Indo Acidatama security.